Coherence with Proper Scoring Rules


Συγγραφέας: Mark Schervish, Teddy Seidenfeld, Mark Schervish Joseph


Mark Schervish, Teddy Seidenfeld, Mark Schervish Joseph: Coherence with Proper Scoring Rules (pdf, 25 pages)
• Coherence1 for previsions of random variables with generalized betting; • Coherence2 for probability forecasts of events with Brier score penalty; • Coherence3 probability forecasts of events with various proper scoring rules.